Preheat oven to 425/ 220 °C degrees. In a Dutch oven or large pot, heat oil over medium. Add onion, leek and garlic; cook until lightly browned, 5 to 8 minutes.
Add spinach in two additions, letting the first batch wilt before adding the next; cook until completely wilted, 5 to 8 minutes. Transfer to a colander; drain, pressing to release all excess liquid. Mix the dill into the spinach.
In the same pot, warm milk over high heat. Whisk in cream cheese until melted, about 3 minutes. Add spinach, hot sauce, and 1/4 cup of the feta; stir to combine. Season with salt and pepper. Pour into a lightly oiled 1 1/2-quart shallow baking dish; sprinkle with remaining feta and mozzarella.
Bake until bubbly and golden brown, 20 to 25 minutes. Serve hot with accompaniments, as desired.